+299.2%
SPGI vs FND
+61.4%
+237.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | -0.4% |
| 7D | -0.8% | -5.1% | +4.3% | +0.3% |
| 30D | +14.3% | +9.2% | +5.1% | +11.7% |
| 3M | +14.5% | -17.7% | +32.2% | +19.1% |
| 6M | +17.3% | +2.5% | +14.8% | +14.9% |
| YTD | -4.6% | -19.8% | +15.2% | -2.3% |
| 1Y | +0.8% | -22.7% | +23.4% | +3.9% |
| 3Y | +28.8% | -38.3% | +67.1% | +33.9% |
| 5Y | +14.0% | -63.0% | +76.9% | +28.7% |
| All | +299.2% | +61.4% | +237.8% | +214.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FND wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling